NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 137.08 137.50 0.42 0.3% 135.98
High 137.08 137.50 0.42 0.3% 139.20
Low 135.31 136.60 1.29 1.0% 133.32
Close 135.53 137.10 1.57 1.2% 135.53
Range 1.77 0.90 -0.87 -49.2% 5.88
ATR 3.45 3.34 -0.11 -3.1% 0.00
Volume 2,778 2,138 -640 -23.0% 12,095
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 139.77 139.33 137.60
R3 138.87 138.43 137.35
R2 137.97 137.97 137.27
R1 137.53 137.53 137.18 137.30
PP 137.07 137.07 137.07 136.95
S1 136.63 136.63 137.02 136.40
S2 136.17 136.17 136.94
S3 135.27 135.73 136.85
S4 134.37 134.83 136.61
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 153.66 150.47 138.76
R3 147.78 144.59 137.15
R2 141.90 141.90 136.61
R1 138.71 138.71 136.07 137.37
PP 136.02 136.02 136.02 135.34
S1 132.83 132.83 134.99 131.49
S2 130.14 130.14 134.45
S3 124.26 126.95 133.91
S4 118.38 121.07 132.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.90 133.32 4.58 3.3% 2.31 1.7% 83% False False 2,310
10 139.20 131.83 7.37 5.4% 2.88 2.1% 72% False False 2,586
20 139.20 122.90 16.30 11.9% 2.76 2.0% 87% False False 2,486
40 139.20 108.57 30.63 22.3% 2.25 1.6% 93% False False 2,056
60 139.20 97.38 41.82 30.5% 2.00 1.5% 95% False False 1,542
80 139.20 96.69 42.51 31.0% 1.61 1.2% 95% False False 1,314
100 139.20 86.00 53.20 38.8% 1.35 1.0% 96% False False 1,215
120 139.20 84.44 54.76 39.9% 1.14 0.8% 96% False False 1,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 141.33
2.618 139.86
1.618 138.96
1.000 138.40
0.618 138.06
HIGH 137.50
0.618 137.16
0.500 137.05
0.382 136.94
LOW 136.60
0.618 136.04
1.000 135.70
1.618 135.14
2.618 134.24
4.250 132.78
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 137.08 136.54
PP 137.07 135.97
S1 137.05 135.41

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These figures are updated between 7pm and 10pm EST after a trading day.

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